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BRHY vs. BBHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRHY vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Active ETF (BRHY) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BRHY having a 1.74% return and BBHY slightly lower at 1.73%.


BRHY

1D
-0.05%
1M
0.40%
YTD
1.74%
6M
1.92%
1Y
7.21%
3Y*
5Y*
10Y*

BBHY

1D
-0.15%
1M
0.49%
YTD
1.73%
6M
1.91%
1Y
6.31%
3Y*
8.84%
5Y*
3.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRHY vs. BBHY - Yearly Performance Comparison


2026 (YTD)20252024
BRHY
iShares High Yield Active ETF
1.74%9.74%5.16%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
1.73%8.51%5.30%

Correlation

The correlation between BRHY and BBHY is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2024

0.81

The correlation between BRHY and BBHY has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

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Return for Risk

BRHY vs. BBHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRHY
BRHY Risk / Return Rank: 7474
Overall Rank
BRHY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BRHY Sortino Ratio Rank: 8383
Sortino Ratio Rank
BRHY Omega Ratio Rank: 8282
Omega Ratio Rank
BRHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
BRHY Martin Ratio Rank: 7171
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 5959
Overall Rank
BBHY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 5858
Sortino Ratio Rank
BBHY Omega Ratio Rank: 5757
Omega Ratio Rank
BBHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
BBHY Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRHY vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Active ETF (BRHY) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRHYBBHYDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.44

1.33

+0.11

Calmar ratioReturn relative to maximum drawdown

2.62

2.67

-0.05

Martin ratioReturn relative to average drawdown

12.01

11.90

+0.11

BRHY vs. BBHY - Sharpe Ratio Comparison

The current BRHY Sharpe Ratio is 2.24, which is comparable to the BBHY Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BRHY and BBHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BRHY vs. BBHY - Drawdown Comparison

The maximum BRHY drawdown since its inception was -4.42%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for BRHY and BBHY.


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Drawdown Indicators


BRHYBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-4.42%

-24.98%

+20.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.37%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Current Drawdown

Current decline from peak

-0.35%

-0.29%

-0.06%

Average Drawdown

Average peak-to-trough decline

-0.39%

-2.36%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.53%

+0.07%

Volatility

BRHY vs. BBHY - Volatility Comparison

iShares High Yield Active ETF (BRHY) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) have volatilities of 1.09% and 1.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRHYBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.05%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

2.94%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

3.68%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.01%

7.28%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

7.52%

-3.51%

BRHY vs. BBHY - Expense Ratio Comparison

BRHY has a 0.45% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Dividends

BRHY vs. BBHY - Dividend Comparison

BRHY's dividend yield for the trailing twelve months is around 7.84%, more than BBHY's 6.94% yield.


PositionTTM2025202420232022202120202019201820172016
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.94%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%
BRHY
iShares High Yield Active ETF
7.84%7.97%4.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BRHY and BBHY have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRHY has higher volatility (1.09%) compared to BBHY (1.05%). In terms of maximum drawdown, BRHY dropped -4.42% vs BBHY's -24.98%.

On 1-year performance, BRHY leads with 7.21% vs 6.31% for BBHY. On fees, BBHY is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BRHY has performed better with a 7.21% return vs 6.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY is cheaper with a 0.15% expense ratio, compared with 0.45% for BRHY.

BRHY has the higher dividend yield at 7.84%, compared with 6.94% for BBHY.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.45% for BRHY and 0.15% for BBHY.

BRHY currently has the higher Sharpe Ratio (2.24 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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